Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47926.71 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46531.83 Kr¶

PnL: ---------------------------------------> -356.74 Kr¶

DD now: ---------------------------------> -1.446 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 13:20:34.351761'

Anic Portfolio¶

Today¶

Return: 0.827 %¶

This Week¶

Return: 0.827 %¶

Total¶

Return: 56.9 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 0.170000 3140.800000 169.800000 5.720000 2971.000006
Corem Property Group B 59 4.130000 669.650000 92.650000 16.060000 576.999999
Samhällsbyggnadsbo. i Norden B 20 4.380000 443.600000 88.600000 24.960000 355.000000
HMS Networks 2 1.520000 722.800000 49.800000 7.400000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Boozt 12 0.650000 1681.200000 27.200000 1.640000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 3.800000 269.040000 23.040000 9.370000 246.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
Coor Service Management Hold. 8 0.880000 550.800000 18.800000 3.530000 532.000000
OEM International B 7 1.300000 543.900000 15.900000 3.010000 527.999997
Intrum 4 1.880000 542.400000 15.400000 2.920000 527.000000
Midsona B 63 0.640000 595.980000 12.980000 2.230000 582.999984
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Resurs Holding 22 -0.490000 582.120000 8.120000 1.410000 573.999998
MedCap 2 1.180000 429.000000 8.000000 1.900000 421.000000
AcadeMedia 12 0.560000 564.480000 7.480000 1.340000 557.000004
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Essity B 2 0.520000 579.400000 5.400000 0.940000 574.000000
Handelsbanken A 5 0.270000 547.250000 1.250000 0.230000 546.000000
Securitas B 6 1.260000 570.720000 0.720000 0.130000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.190000 560.700000 -1.300000 -0.230000 562.000005
Creaspac SPAC 6 -0.620000 575.400000 -1.600000 -0.280000 577.000002
Swedbank A 3 0.080000 561.450000 -2.550000 -0.450000 564.000000
CTEK 13 1.580000 526.110000 -7.890000 -1.480000 533.999999
SAAB B 8 2.070000 3350.400000 -26.600000 -0.790000 3377.000000
International Petroleum Corp. 5 2.790000 535.000000 -59.570000 -10.020000 594.565215
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
Sampo Oyj SDB 7 0.370000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.330000 3567.200000 -188.800000 -5.030000 3756.000001
Ovzon 52 3.820000 3109.600000 -252.400000 -7.510000 3361.999992
Fasadgruppen Group 35 -1.010000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46531.830000 -356.740000 -1.44598% 46888.564618

Updated:¶

'2023-01-16 13:20:46.928342'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶